• 제목/요약/키워드: Series Design

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A Fractional Integration Analysis on Daily FX Implied Volatility: Long Memory Feature and Structural Changes

  • Han, Young-Wook
    • 아태비즈니스연구
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    • 제13권2호
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    • pp.23-37
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    • 2022
  • Purpose - The purpose of this paper is to analyze the dynamic factors of the daily FX implied volatility based on the fractional integration methods focusing on long memory feature and structural changes. Design/methodology/approach - This paper uses the daily FX implied volatility data of the EUR-USD and the JPY-USD exchange rates. For the fractional integration analysis, this paper first applies the basic ARFIMA-FIGARCH model and the Local Whittle method to explore the long memory feature in the implied volatility series. Then, this paper employs the Adaptive-ARFIMA-Adaptive-FIGARCH model with a flexible Fourier form to allow for the structural changes with the long memory feature in the implied volatility series. Findings - This paper finds statistical evidence of the long memory feature in the first two moments of the implied volatility series. And, this paper shows that the structural changes appear to be an important factor and that neglecting the structural changes may lead to an upward bias in the long memory feature of the implied volatility series. Research implications or Originality - The implied volatility has widely been believed to be the market's best forecast regarding the future volatility in FX markets, and modeling the evolution of the implied volatility is quite important as it has clear implications for the behavior of the exchange rates in FX markets. The Adaptive-ARFIMA-Adaptive-FIGARCH model could be an excellent description for the FX implied volatility series

진화론적 최적 자기구성 다항식 뉴럴 네트워크 (Genetically Optimized Self-Organizing Polynomial Neural Networks)

  • 박호성;박병준;장성환;오성권
    • 대한전기학회논문지:시스템및제어부문D
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    • 제53권1호
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    • pp.40-49
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    • 2004
  • In this paper, we propose a new architecture of Genetic Algorithms(GAs)-based Self-Organizing Polynomial Neural Networks(SOPNN), discuss a comprehensive design methodology and carry out a series of numeric experiments. The conventional SOPNN is based on the extended Group Method of Data Handling(GMDH) method and utilized the polynomial order (viz. linear, quadratic, and modified quadratic) as well as the number of node inputs fixed (selected in advance by designer) at Polynomial Neurons (or nodes) located in each layer through a growth process of the network. Moreover it does not guarantee that the SOPNN generated through learning has the optimal network architecture. But the proposed GA-based SOPNN enable the architecture to be a structurally more optimized network, and to be much more flexible and preferable neural network than the conventional SOPNN. In order to generate the structurally optimized SOPNN, GA-based design procedure at each stage (layer) of SOPNN leads to the selection of preferred nodes (or PNs) with optimal parameters- such as the number of input variables, input variables, and the order of the polynomial-available within SOPNN. An aggregate performance index with a weighting factor is proposed in order to achieve a sound balance between approximation and generalization (predictive) abilities of the model. A detailed design procedure is discussed in detail. To evaluate the performance of the GA-based SOPNN, the model is experimented with using two time series data (gas furnace and NOx emission process data of gas turbine power plant). A comparative analysis shows that the proposed GA-based SOPNN is model with higher accuracy as well as more superb predictive capability than other intelligent models presented previously.

광복로 로드숍 파사드디자인의 색채분석을 통한 지역색 연구 (A Study on Area Color of Gwangbok-ro Based on the Analysis of the Colors of the Facade Designs of Stores Along the Road)

  • 여미;이창노
    • 한국실내디자인학회논문집
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    • 제22권1호
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    • pp.247-255
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    • 2013
  • In this study, the colors and characteristics of Gwangbok-ro of Busan were analyzed in the standpoint of local images based on the examination of the facade designs of stores along the road of Gwangbok-ro, Busan a main street with massive population flow. To that end, the facades of stores, correlation with the city, color and locality were examined, and after the status of facade designs in Gwangbok-ro were identified through case survey by it, color images were analyzed. For color analysis, Munsell color system was used as basic tool. As a result of examining the colors in Gwangbok-ro area, the following status could be analyzed on 3 attributes of hue, brightness and chroma: First, analysis results of hue indicated that dominant color that covers 70% or more of the area represented mid brightness and low chroma in GY(36.1%) series, subsidiary color which covers 25% or more of the area mid brightness and low chroma in YR(26.5%) series, and accent color that covers less than 5% of the area high brightness and low chroma of GY(40%) series. Second, in brightness analysis, dominant color mostly represented mid brightness, subsidiary color mid brightness and accent color high brightness respectively. In particular accent color showed more intensive crowding phenomenon in high brightness. Third, as for chroma, dominant color, subsidiary color and accent color all are gathered in low chroma, however in small number of accent colors, peculiar high chroma appeared notable. In conclusion, the colors of Gwangbok-ro area analyzed based on the facade design of the stores along the road in this study were superficial colors that reflect the life of people in the area, artificial colors by improvement of the local environment. This study is meaningful in that the image of Gwangbok-ro was found through building colors in one part of the city Busan. It is judged that the study results would become useful as reference document in planning out environment colors later on.

중국 전통의 민속풍이 반영된 현대 웨딩드레스에 관한 연구 -Guopei의 웨딩 콜렉션을 중심으로- (A study on modern wedding dresses reflecting traditional Chinese folk styles -Focusing on Guopei's wedding dresses collection-)

  • 사효영;이영재
    • 패션비즈니스
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    • 제28권2호
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    • pp.50-63
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    • 2024
  • Chinese traditional wedding dress is a unique cultural symbol. It had a deep historical background as it went through different productions in each dynasty. However, with the introduction of Western ideas, an increasing number of people are wearing Western-style wedding dresses when they are getting married. Recently, traditional Chinese culture has been increasingly valued. Demand for traditional Chinese wedding dresses among modern Chinese people is increasing. Following this trend, Chinese designer Guo Pei(1967~) is actively innovating elements of traditional Chinese wedding dresses. This study aimed to analyze changes in traditional wedding dress styles by dynasty in China from 1046 B.C. to 1911 A.D. based on museum data and previous research. Changes in traditional wedding dress styles by Chinese dynasty were analyzed and organized. The meaning of wedding dress patterns was analyzed by type using traditional Chinese patterns. This study focused on Guo Pei's 2012 "Chinese bride" series and "Legend of the dragon" series. Starting from the development and characteristics of traditional Chinese wedding dresses, this study analyzed fashion characteristics of Guo Pei's wedding dress series. Goals of this study were to preserve the essence of traditional Chinese wedding dresses; and to determine how to apply the fusion of traditional Chinese design elements into fashion and modern design to wedding dresses.

밀리미터파 대역 응용을 위한 직렬 급전 마이크로스트립 배열 안테나 설계 (Series-Fed Microstrip Array Antenna for Millimeter-Wave Applications)

  • 김진혁;황금철;신재호
    • 한국전자파학회논문지
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    • 제22권12호
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    • pp.1176-1179
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    • 2011
  • 본 논문에서는 밀리미터파 대역 응용을 위해 직렬 급전 마이크로스트립 배열 안테나를 이용하여 합 및 차 패턴을 구현하였으며, 안테나는 첨예한 빔 패턴을 가지면서도 부엽 레벨(SLL)이 -20 dB가 되도록 설계 및 제작하였다. 등간격의 직렬 급전 배열 안테나를 전송 선로 등가 회로 모델로 해석하였으며, Taylor 및 Bayliss 분포를 적용하여 합/차 패턴을 생성할 수 있는 급전 여기 전류 분포를 구하였다. 또한, 패치를 잇는 연결선의 길이를 적절히 조절하여 최적화된 복사 패턴을 구현하였다. 35 GHz 밀리미터파 대역에서 시뮬레이션 및 실험 결과를 서로 비교함으로써 설계한 안테나의 타당성을 입증하였다.

PC1D Simulation을 통한 결정질 실리콘 태양전지의 국부적 후면 전극 최적화 설계 (An optimal design for the local back contact pattern of crystalline silicon solar cells by using PC1D simulation)

  • 오성근;임충현;조영현
    • 한국신재생에너지학회:학술대회논문집
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    • 한국신재생에너지학회 2010년도 추계학술대회 초록집
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    • pp.43.1-43.1
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    • 2010
  • In the crystalline silicon solar cells, the full area aluminum_back surface field(BSF) is routinely achieved through the screen-printing of aluminum paste and rapid firing. It is widely used in the industrial solar cell because of the simple and cost-effective process to suppress the overall recombination at the back surface. However, it still has limitations such as the relatively higher recombination rate and the low-to-moderate reflectance. In addition, it is difficult to apply it to thinner substrate due to wafer bowing. In the recent years, the dielectric back-passivated cell with local back contacts has been developed and implemented to overcome its disadvantages. Although it is successful to gain a lower value of surface recombination velocity(SRV), the series resistance($R_{series}$) becomes even more important than the conventional solar cell. That is, it is a trade off relationship between the SRV and the $R_{series}$ as a function of the contact size, the contact spacing and the geometry of the opening. Therefore it is essential to find the best compromise between them for the high efficiency solar cell. We have investigated the optimal design for the local back contact by using PC1D simulation.

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Design of a Highly Efficient Broadband Class-E Power Amplifier with a Low Q Series Resonance

  • Ninh, Dang-Duy;Nam, Ha-Van;Kim, Hyoungjun;Seo, Chulhun
    • Journal of electromagnetic engineering and science
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    • 제16권3호
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    • pp.143-149
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    • 2016
  • This work presents a method used for designing a broadband class-E power amplifier that combines the two techniques of a nonlinear shunt capacitance and a low quality factor of a series resonator. The nonlinear shunt capacitance theory accurately extracts the value of class-E components. In addition, the quality factor of the series resonator was considered to obtain a wide bandwidth for the power amplifiers. The purpose of using this method was to produce a simple topology and a high efficiency, which are two outstanding features of a class-E power amplifier. The experimental results show that a design was created using from a 130 to 180 MHz frequency with a bandwidth of 32% and a peak measured power added efficiency of 84.8%. This prototype uses an MRF282SR1 MOSFET transistor at a 3-W output power level. Furthermore, a summary of the experimental results compared with other high-efficiency articles is provided to validate the advantages of this method.

강화된 유전알고리즘을 이용한 이중 동조 기반 퍼지 예측시스템 설계 및 응용 (Design of Fuzzy Prediction System based on Dual Tuning using Enhanced Genetic Algorithms)

  • 방영근;이철희
    • 전기학회논문지
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    • 제59권1호
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    • pp.184-191
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    • 2010
  • Many researchers have been considering genetic algorithms to system optimization problems. Especially, real-coded genetic algorithms are very effective techniques because they are simpler in coding procedures than binary-coded genetic algorithms and can reduce extra works that increase the length of chromosome for wide search space. Thus, this paper presents a fuzzy system design technique to improve the performance of the fuzzy system. The proposed system consists of two procedures. The primary tuning procedure coarsely tunes fuzzy sets of the system using the k-means clustering algorithm of which the structure is very simple, and then the secondary tuning procedure finely tunes the fuzzy sets using enhanced real-coded genetic algorithms based on the primary procedure. In addition, this paper constructs multiple fuzzy systems using a data preprocessing procedure which is contrived for reflecting various characteristics of nonlinear data. Finally, the proposed fuzzy system is applied to the field of time series prediction and the effectiveness of the proposed techniques are verified by simulations of typical time series examples.

시뮬레이터급 TCSC 제어기 설계 및 구현 (The Design and Implementation of Controller for TCSC Simulator)

  • 전진홍;김광수;김지원;전영환
    • 전력전자학회논문지
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    • 제9권2호
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    • pp.150-157
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    • 2004
  • 본 논문에서는 아날로그형 전력 계통 시뮬레이터에 적용하고자 개발 중인 TCSC(Thyristor Controlled Series Capacitor) 시뮬레이터 시스템 제어기의 하드웨어와 소프트웨어 구성에 대하여 제시하고자 한다. 본 연구에서 개발하고자하는 TCSC 시스템의 제어기는 기존의 전력 계통 시뮬레이터의 여러 제어기들과 통합되어 전력 시스템의 특성을 제어하는 장치이기 때문에 제어기는 전력 시스템의 각종 주요 파라메터를 실시간으로 통신할 수 있어야 하며 주어진 시간 내에 제어 기능을 수행할 수 있어야 한다. 따라서, 이러한 요구 조건을 만족시키기 위해서는 제어기 하드웨어의 설계와 구성이 매우 중요하다 본 논문에서는 TCSC 시스템의 복합적인 기능 수행을 위한 제어기 하드웨어와 소프트웨어 구조에 대하여 제시하고자 한다. TSCS 제어기는 고속 부동 소수 연산이 가능한 DSP(Digital Signal Processor) 플랫폼과 실시간 RTOS(Real Time Operating System)로 구성되어 있다.

리튬 계열의 배터리 관리 및 모니터링을 위한 설계 (The Design for Battery Management & Monitoring of Lithium Series)

  • 김남성;복영수
    • 한국정보통신학회:학술대회논문집
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    • 한국해양정보통신학회 2010년도 춘계학술대회
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    • pp.651-654
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    • 2010
  • 녹색 성장과 녹색 소비문화는 국제적인 추세이며, 이를 선도하는 분야중 하나인 전기차, 하이브리드차 등의 그린카의 중요성은 주변에서 쉽게 접할 수 있다. 그린카 분야에서 배터리를 활용하는 기술에 대한 연구개발 수준은 관심 차원을 넘어 활성화 되고 있는 단계라 할 수 있다. 이에 따라 2차 전지인 리튬 계열의 배터리를 보다 효율적이고 안정적으로 사용하기 위해 배터리를 관리하고 모니터링 하는 기술이 필요하다. 본 논문에서는 리튬 계열의 배터리를 관리하고 모니터링하는 기술에 대한 설계 및 활용 방법에 대해 제안한다.

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